PortfoliosLab logo
UTWO vs. SLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UTWO and SLV is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

UTWO vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 2 Year Note ETF (UTWO) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
8.44%
57.42%
UTWO
SLV

Key characteristics

Sharpe Ratio

UTWO:

3.10

SLV:

0.50

Sortino Ratio

UTWO:

5.07

SLV:

1.07

Omega Ratio

UTWO:

1.67

SLV:

1.13

Calmar Ratio

UTWO:

5.01

SLV:

0.40

Martin Ratio

UTWO:

13.49

SLV:

2.20

Ulcer Index

UTWO:

0.40%

SLV:

8.91%

Daily Std Dev

UTWO:

1.73%

SLV:

30.90%

Max Drawdown

UTWO:

-2.04%

SLV:

-76.28%

Current Drawdown

UTWO:

-0.46%

SLV:

-36.94%

Returns By Period

In the year-to-date period, UTWO achieves a 1.90% return, which is significantly lower than SLV's 13.18% return.


UTWO

YTD

1.90%

1M

0.26%

6M

2.48%

1Y

5.33%

5Y*

N/A

10Y*

N/A

SLV

YTD

13.18%

1M

6.20%

6M

4.63%

1Y

15.24%

5Y*

15.63%

10Y*

6.56%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UTWO vs. SLV - Expense Ratio Comparison

UTWO has a 0.15% expense ratio, which is lower than SLV's 0.50% expense ratio.


Risk-Adjusted Performance

UTWO vs. SLV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UTWO
The Risk-Adjusted Performance Rank of UTWO is 9797
Overall Rank
The Sharpe Ratio Rank of UTWO is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of UTWO is 9898
Sortino Ratio Rank
The Omega Ratio Rank of UTWO is 9898
Omega Ratio Rank
The Calmar Ratio Rank of UTWO is 9797
Calmar Ratio Rank
The Martin Ratio Rank of UTWO is 9696
Martin Ratio Rank

SLV
The Risk-Adjusted Performance Rank of SLV is 6262
Overall Rank
The Sharpe Ratio Rank of SLV is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SLV is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SLV is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SLV is 5454
Calmar Ratio Rank
The Martin Ratio Rank of SLV is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UTWO vs. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 2 Year Note ETF (UTWO) and iShares Silver Trust (SLV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current UTWO Sharpe Ratio is 3.10, which is higher than the SLV Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of UTWO and SLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
3.10
0.50
UTWO
SLV

Dividends

UTWO vs. SLV - Dividend Comparison

UTWO's dividend yield for the trailing twelve months is around 4.09%, while SLV has not paid dividends to shareholders.


TTM202420232022
UTWO
US Treasury 2 Year Note ETF
4.09%4.22%4.39%1.22%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%

Drawdowns

UTWO vs. SLV - Drawdown Comparison

The maximum UTWO drawdown since its inception was -2.04%, smaller than the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for UTWO and SLV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.46%
-6.11%
UTWO
SLV

Volatility

UTWO vs. SLV - Volatility Comparison

The current volatility for US Treasury 2 Year Note ETF (UTWO) is 0.61%, while iShares Silver Trust (SLV) has a volatility of 7.00%. This indicates that UTWO experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
0.61%
7.00%
UTWO
SLV